phonegapX / alphasickleLinks
多因子指数增强策略/多因子全流程实现
☆323Updated last year
Alternatives and similar repositories for alphasickle
Users that are interested in alphasickle are comparing it to the libraries listed below
Sorting:
- ☆169Updated 2 years ago
- Barra CNE6 因子构建☆304Updated 5 years ago
- alpha101, alpha191, alphalens, backtrader, 量化研究☆334Updated 2 years ago
- BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）☆118Updated 3 years ago
- ☆195Updated 5 years ago
- ☆183Updated last year
- 因子回测框架☆119Updated 2 years ago
- 本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。☆129Updated last year
- 我的多因子模型、量化投资沙盒☆169Updated 2 years ago
- 基于机器学习方法构建多因子选股模型：RandomForest, GBDT, Adaboots, xgboost，MLP, Linear Model, LSTM☆211Updated 5 years ago
- 基于万矿平台，对alpha101因子进行测试并构造多因子策略☆92Updated 6 years ago
- Mining technical factors based on symbolic regression via genetic algorithm☆186Updated 2 years ago
- 中国版技术指标☆172Updated last year
- 量化投资☆230Updated 6 years ago
- 华泰金工研究报告☆187Updated 2 years ago
- Barra Multifactor Model☆146Updated 5 years ago
- 对GPLearn完成了三维改造，并且增加了IC,IR,RankIC等指标，增加了样本内样本外的数据保存，增加了基于IC追踪所有generation中符合要求的因子并保存的功能。☆145Updated 2 years ago
- 使用Python复现Black-Litterman模型。Black-Litterman模型创造性地采用贝叶斯方法将投资者对预期收益的主观看法与资产的市场均衡收益相结合，有效地解决了Markowitz均值-方差模型中投资者难以准确估计各个投资品种预期收益率、以及其权重对预期收…☆148Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆208Updated 4 years ago
- 本项目为深度学习在多因子量化选股中的一种实践☆105Updated 6 years ago
- Provide risk forecasts by Barra China Equity Model☆167Updated 6 years ago
- 量化机器学习/深度学习模型（Model Zoo）；Alpha 因子（Factor Zoo）； 量化资源以及相关论文代码☆45Updated last week
- 一个简单的量化研究框架，具备基本的数据获取、因子分析、机器学习、回测及结果分析功能☆49Updated 3 years ago
- ☆527Updated 3 years ago
- ☆146Updated 3 months ago
- 沪深300指数增强模型☆85Updated 5 years ago
- 聚宽单因子分析工具☆555Updated 5 months ago
- 101 alpha factors calculate based on Alpha101☆129Updated 6 years ago
- ☆79Updated 4 years ago
- 量化开发 多因子选股模型☆136Updated 6 years ago